+705.7%
GWW vs FIVE
+868.1%
-162.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | 0.0% |
| 7D | +1.4% | +4.3% | -2.9% | +0.6% |
| 30D | +3.3% | +12.5% | -9.2% | +1.0% |
| 3M | +2.9% | +31.2% | -28.3% | -2.3% |
| 6M | +15.8% | +14.4% | +1.4% | +11.9% |
| YTD | +32.0% | +33.9% | -1.9% | +23.9% |
| 1Y | +29.9% | +65.1% | -35.2% | +16.9% |
| 3Y | +91.1% | +49.0% | +42.1% | +67.1% |
| 5Y | +223.9% | +30.3% | +193.6% | +182.7% |
| 10Y | +567.0% | +481.1% | +85.9% | +329.0% |
| All | +705.7% | +868.1% | -162.5% | +364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling